Pages that link to "Item:Q2457965"
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The following pages link to Improved model selection method for a regression function with dependent noise (Q2457965):
Displayed 17 items.
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
- Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
- Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
- Improved estimation in a non-Gaussian parametric regression (Q1943992) (← links)
- Model selection for the robust efficient signal processing observed with small Lévy noise (Q2023459) (← links)
- Adaptive efficient estimation for generalized semi-Markov big data models (Q2164796) (← links)
- Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models (Q3603643) (← links)
- (Q5043194) (← links)
- (Q5043277) (← links)
- IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS (Q5046326) (← links)
- Sequential model selection method for nonparametric autoregression (Q5215360) (← links)
- Improved robust model selection methods for a Lévy nonparametric regression in continuous time (Q5228594) (← links)
- (Q5869062) (← links)
- (Q5869069) (← links)